An Introduction to the Theory of Point Processes : Volume II: General Theory and Structure
Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point ...
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Aspects of Brownian Motion
Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...
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Dependence in Probability and Statistics
This book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. ...
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Dependence in Probability and Statistics
This book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. ...
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From Stochastic Calculus to Mathematical Finance
The Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
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From Stochastic Calculus to Mathematical Finance
The Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
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In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
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In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
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Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
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Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every ...
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Isomorphisms Between H¹ Spaces
"This book presents a thorough and self-contained presentation of H¹ and its known isomorphic invariants, such as the uniform ...
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Martingale Methods in Financial Modelling
This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
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Martingales and Financial Mathematics in Discrete Time / Benoîte de Saporta, Mounir Zili
This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical ...
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Mathematical Models of Financial Derivatives
Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
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Mathematics of Financial Markets
This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and ...
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Parameter Estimation in Stochastic Differential Equations
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
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Point Process Theory and Applications
This text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
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Point Process Theory and Applications
This text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
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Probabilistic Symmetries and Invariance Principles
This is the first comprehensive treatment of the three basic symmetries of probability theory—contractability, exchangeability, ...
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Probability: A Graduate Course
This textbook on the theory of probability is aimed at graduate students, with the ideology that rather than being a purely ...
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